I walked out of the following (and when I say walked out of, I mean snuck into another theatre in the multiplex theatre instead of asking for a refund):

Natural Born Killers -- not because I found the violence objectionable, no, I found Stone's awful direction objectionable.

The Avengers -- It's still is inconcievable to me that I would ever walk out of a Sean Connery movie, but I couldn't stomach this one.

Batman and Robin -- I will go my grave wondering why NOBODY at WB didn't fire Schumacher shut down production and hire a new director after viewing the early rushes.

Nowadays, since I don't go to the movies, I don't walk out. I just stop the DVD and pop in something else.

Cromwell